La petite mort, French for "the little death", is a metaphor for orgasm.More widely, it can refer to the spiritual release that comes with orgasm, or a short period of melancholy or transcendence, as a result of the expenditure of the "life force". (source: Wikipedia)

Love can really be a little death. When you give yourself to another person, and you do it completely, it can consume your very core and make your essence vanish. You give pieces of your soul as gift to the person you love everyday.
That's a fact: love has the power to destroy.

Then why can't we live without love? Why do we chose a path of pain and self-annihilment?
Just, we can't avoid it. Trying to avoid love is like trying to avoid death. A life without death wouldn't be life, it is its righteous ending. In the same way, peoples are made of feelings that grow and change during their life-course. But you can't keep your feeling for yourself, otherwise they wouldn't have a reason to exist. And a life without feelings is not life, just as a life without death.
Love and death are closely bound even if they may seem opposite. They're both about losing yourself to be really yourself.